Financial Transactions Modeler
Mlynské nivy 12, Bratislava, Slovakia (Job with occasional home office)
full-time
2 200 - 3 700 EUR/monthThe specific salary offered considers: the requirements, scope, complexity and responsibilities of the role and the applicant’s own profile including education/ qualifications, expertise, specialization, skills and experience. In addition to your base salary, Swiss Re offers an attractive performance-based variable compensation component, designed to recognize your achievements. Further you will enjoy a variety of global and location specific benefits. Eligibility may vary depending on the terms of Swiss Re policies and your employment contract.
Information about the position
Job description, responsibilities and duties
About the Team
You'll be joining the Financial Market Portfolios team within Life & Health Transactions. Our team plays a crucial role in supporting the portfolio growth of Financial Solutions as part of Swiss Re L&H growth strategy. We work closely with multiple stakeholders including L&H Structured Solutions, L&H Pricing & Structuring, Quantitative Analytics, Risk Management, Finance, Treasury, and Asset Management to deliver innovative financial solutions that drive business growth and manage risk effectively.
About the Role
As a Financial Transactions Modeler, you'll be at the intersection of financial markets and insurance, helping managing sophisticated portfolios that are key to Swiss Re L&H growth strategy. You'll apply your quantitative expertise to model, analyze, and optimize our financial market transformation portfolios.
Key Responsibilities:
• Develop and maintain stochastic cashflows models for bespoke insurance transactions exposed to Financial Market risks, with focus on Variable Annuities, GMxB, and Index-Linked portfolios
• Standardize and automate transaction reporting processes for hedging, valuation and risk management purposes
• Analyze biometric and policyholder behavior experience to support assumption updates
• Support the onboarding of new transactions with technical precision and attention to details
• Perform regular ad-hoc investigations into existing processes and data (policy data, P&L attribution, reserving, etc.)
• Collaborate with cross-functional teams across Swiss Re to improve management of financial and biometric exposures
Employee perks, benefits
• Ultra flexible working time in a hybrid setup, allowing you to work from home up to 50%
• Health & wellbeing program, including massages and sport activities
• Sessions with a psychologist and health check-ups directly at the workplace
• Modern office spaces in an attractive location (fun room, relaxation room, music room)
• Vivid community life (running club, book club, art club, Parents@SwissRe, and many others)
• 5 additional days of holiday
• 6 sick days and extra sick leave support
• Day off dedicated to volunteering
• Lunch allowance fully paid by Swiss Re
• Pension contribution
• Life insurance (fully covered)
• Learning and development opportunities
• Legendary summer event
• Public transport benefit
• Multisport card and corporate discounts
Information about the selection process
We provide feedback to all candidates via email. If you have not heard back from us, please check your spam folder.
Please use the link below to upload your CV in English.
We are looking forward to your application!
Requirements for the employee
Candidates with education suit the position
University education (Master's degree)
Language skills
Personality requirements and skills
You're a curious, analytical thinker with strong technical abilities and a drive to understand underlying patterns in complex data. You thrive in collaborative environments where you can apply your quantitative skills to solve real business challenges. You're results-oriented and excited about contributing to business growth through data-driven insights.
We are looking for candidates who meet these requirements:
• Academic background in STEM with hands-on quantitative programming experience, preferably in Quantitative Finance, Statistics, Physics, or Computer Science
• 4+ years of programming and debugging experience in quantitative modelling or analytics (preferably in C, C++, Java, Python)
• Experience with stochastic modelling, preferably of financial market risks and insurance cashflows
The following experience would be particularly valuable:
• Relevant life insurance / reinsurance experience
• Variable Annuities, GMxB or Index-Linked products
• Working knowledge of financial markets and financial mathematics
Additional experience that would be an advantage:
• Data engineering
• Biometric experience studies, preferably using R or Python
• Insurance structuring and pricing
• Liability modelling with actuarial platforms such as Prophet/FIS IRS, AXIS, or MoSes/RAFM
• Actuarial qualification or progress towards it
• L&H insurance portfolio management
• IFRS 17, IFRS 9 and regulatory frameworks
• Collaboration with Valuation, Treasury, Risk Management, Asset Management
Advertiser
Brief description of the company
Swiss Re is one of the world's leading providers of reinsurance, insurance and other forms of insurance-based risk transfer, working to make the world more resilient. We anticipate and manage a wide variety of risks, from natural catastrophes and climate change to aging populations and cybercrime. Headquartered in Zurich, Switzerland, where we were founded in 1863, the Swiss Re operates through a network of around 70 offices globally. Our approximately 15'000 employees provide a wide range of technical expertise, enabling us to develop unique solutions and drive growth. Swiss Re Slovakia is the second largest location with various teams in Finance, IT, Business Operations, Asset Management, and other functions. In 2026, we celebrate 20th anniversary of building resilience in Slovakia. For more information please visit: www.swissre.com
Join Swiss Re and you will join a company awarded with Najzamestnavatel 2025 in Banking, Finance, and Insurance (1st place), Healthy Company of the Year 2025 (1st place) and Via Bona Responsible Large Company Award 2022 (1st place).